Common Stock Returns and the Size of Loss
CR Sprecher, MA Pertl - The Journal of Insurance Issues and Practices, 1989 - JSTOR
Previously Sprecher and Pertl have shown that large losses resulting from a major
catastrophe have a significant and immediate impact on the returns of common stock. This …
catastrophe have a significant and immediate impact on the returns of common stock. This …
Long-Run Risk in Stocks
GM Cohen - Financial Analysts Journal, 1996 - Taylor & Francis
Full article: Long-Run Risk in Stocks Skip to Main Content Taylor and Francis Online
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Rejoinder: Long-run risk in stocks
Z Bodie - Financial Analysts Journal, 1996 - Taylor & Francis
Full article: Rejoinder: Long-Run Risk in Stocks Skip to Main Content Taylor and Francis Online
homepage Taylor and Francis Online homepage Log in | Register Cart 1.Home 2.All Journals …
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Risk and return on equity: The use and misuse of historical estimates
WT Carleton, J Lakonishok - Financial Analysts Journal, 1985 - Taylor & Francis
The task of estimating a company's expected return typically involves an initial estimate of
the market's expected return. This, in turn, is usually based on summary statistics about risk …
the market's expected return. This, in turn, is usually based on summary statistics about risk …
Determinants of the Impact of Large Losses on Stock Returns
CR Sprecher, MA Pertl - The Journal of Insurance Issues and Practices, 1986 - JSTOR
In a previous study of large losses, Sprecher and Pertl showed that large losses have a
significant impact on the return of the firm's stock [11]. The reaction in the stock's return may …
significant impact on the return of the firm's stock [11]. The reaction in the stock's return may …
Brealey," An Introduction to Risk and Return from Common Stocks"(Book Review)
R Watts - The Accounting Review, 1970 - search.proquest.com
597 Book Reviews 1RICHARD A.] 3REALEY, A1n Introduction to Risk and Return Prom
(Com mon Stocks (Cambridge. Massachusetts: Thc MIT Press, 1969, pp. iii, 152, $5.95).'I'he …
(Com mon Stocks (Cambridge. Massachusetts: Thc MIT Press, 1969, pp. iii, 152, $5.95).'I'he …
On the risk of stocks in the long run: A comment
R Ferguson, D Leistikow - Financial Analysts Journal, 1996 - Taylor & Francis
Diametrically opposite conclusions about stocks' long-term risk follow from Bodie's
methodology (see Financial Analysts Journal, May/June 1995). Bodie's conclusion that …
methodology (see Financial Analysts Journal, May/June 1995). Bodie's conclusion that …
Large losses, risk management and stock prices
CR Sprecher, MA Pertl - Journal of Risk and Insurance, 1983 - JSTOR
Large losses are a major concern of a firm and represent a special problem for its risk
manager. The risk manager's function is to minimize the impact of these losses as part of the …
manager. The risk manager's function is to minimize the impact of these losses as part of the …
[CITATION][C] The Incidence and Impact of Losses from Stocks and Bonds
CP Jone, JW Wilson - The Journal of …, 1998 - Institutional Investor Journals …
The crash of'87
WW Jahnke - Financial Analysts Journal, 1987 - JSTOR
On October 19, 1987, much to the disbelief of most investors, the S&P 500 plunged 20.5 per
cent-the largest one-day decline in Wall Street history. Not surprisingly, many important …
cent-the largest one-day decline in Wall Street history. Not surprisingly, many important …